Add gap detection for `stop_t`, though only report atm

epoch_index_backup
Tyler Goodlet 2022-12-07 15:58:43 -05:00
parent aaa1bccd60
commit 3a0cbe518e
1 changed files with 23 additions and 6 deletions

View File

@ -29,7 +29,6 @@ from numba import (
# TODO: for ``numba`` typing..
# from ._source import numba_ohlc_dtype
from ._sharedmem import ShmArray
from ._m4 import ds_m4
from .._profile import (
Profiler,
@ -328,7 +327,7 @@ def slice_from_time(
# compute (presumed) uniform-time-step index offsets
i_start_t = round(start_t)
read_i_start = (i_start_t - t_first) // step
read_i_start = ((i_start_t - t_first) // step) - 1
i_stop_t = round(stop_t)
read_i_stop = (i_stop_t - t_first) // step
@ -339,20 +338,25 @@ def slice_from_time(
# - never allow an end index > the read array len
read_i_start = min(
max(0, read_i_start),
read_i_max,
read_i_max - 1,
)
read_i_stop = max(
0,
min(read_i_stop, read_i_max),
)
samples = (i_stop_t - i_start_t) // step
index_diff = read_i_stop - read_i_start + 1
if index_diff > (samples + 3):
breakpoint()
# check for larger-then-latest calculated index for given start
# time, in which case we do a binary search for the correct index.
# NOTE: this is usually the result of a time series with time gaps
# where it is expected that each index step maps to a uniform step
# in the time stamp series.
i_iv_start = index[read_i_start - 1]
t_iv_start = times[read_i_start - 1]
i_iv_start = index[read_i_start]
t_iv_start = times[read_i_start]
if (
i_iv_start >= i_first
and t_iv_start > i_start_t
@ -386,7 +390,20 @@ def slice_from_time(
# f'diff: {t_diff}\n'
# f'REMAPPED START i: {read_i_start} -> {new_read_i_start}\n'
# )
read_i_start = new_read_i_start
read_i_start = new_read_i_start - 1
t_iv_stop = times[read_i_stop - 1]
if (
i_stop_t <= t_last
and t_iv_stop < i_stop_t
):
t_diff = stop_t - t_iv_stop
print(
f"WE'RE CUTTING OUT TIME - STEP:{step}\n"
f'calced iv stop:{t_iv_stop} -> stop_t:{stop_t}\n'
f'diff: {t_diff}\n'
# f'SHOULD REMAP STOP: {read_i_start} -> {new_read_i_start}\n'
)
# read-relative indexes: gives a slice where `shm.array[read_slc]`
# will be the data spanning the input time range `start_t` ->